Googling for "search term that gives no results" produces one result. I thought there might be a word for it. Anyway, I Googled for "hellymental" and got no results, so I'll have to tell the story myself. I read it in The Countryman magazine in about 1965.
Once upon a time, a town-dweller was staying in a country cottage. At the end of the day, he decided to walk to the nearby pub. Night had fallen, but it was a short distance along a lane. About halfway to the pub, he was joined by a – something. It was like an animal, but none he could recognise. It was about the size of a pig, but black, as far as he could make out in the starlight. It seemed to wish him no harm, but it stayed closely by him, padding along and occasionally bumping against his legs. It made quiet, distressful snuffling sounds, almost as if it was crying.
He walked on by the side of his terrible companion, until he saw the lights of the pub up ahead. He broke into a run, and the Thing fell back and faded into the shadows. He fell into the pub and leaned on the bar, shuddering and calling for a double brandy.
"What's up?" asked the landlady, bringing the drink. He described the horrible entity that had followed him down the lane.
"Oh, that's just the Hellymental," said the landlady. "You don't need to be frightened of that. You're staying at Willow Cottage down the lane, aren't you? You see the man that lived there was a wicked man, a wizard. He was in league with the devil, so they said. Anyway, after he died, all his wickedness was gathered up into this Hellymental - but that's all it is. It doesn't harm anybody."
The man spent the night at the inn, and the next day he packed his suitcase and went back to London.